• Title/Summary/Keyword: auto-regressive model

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Short-Term Water Demand Forecasting Algorithm Using AR Model and MLP (AR모델과 MLP를 이용한 단기 물 수요 예측 알고리즘 개발)

  • Choi, Gee-Seon;Yu, Chool;Jin, Ryuk-Min;Yu, Seong-Keun;Chun, Myung-Geun
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.5
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    • pp.713-719
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    • 2009
  • In this paper, we develope a water demand forecasting algorithm using AR(Auto-regressive) and MLP(Multi-layer perceptron). To show effectiveness of the proposed method, we analyzed characteristics of time-series data collected in "A" purification plant at Jeon-Buk province during 2007-2008, and then performed the proposed method with various input factors selected through various analyses. As noted in experimental results, the performance of three types model such as multi-regressive, AR(Auto-regressive), and AR+MLP(Auto-regressive + Multi-layer perceptron) show 5.1%, 3.8%, and 3.6% with respect to MAPE(Mean Absolute Percentage Error), respectively. Thus, it is noted that the proposed method can be used to predict short-term water demand for the efficient operation of a water purification plant.

Simulation Study of Discrete Event Systems using Fast Approximation Method of Single Run and Optimization Method of Multiple Run (단일 실행의 빠른 근사해 기법과 반복 실행의 최적화 기법을 이용한 이산형 시스템의 시뮬레이션 연구)

  • Park, Kyoung Jong;Lee, Young Hae
    • Journal of Korean Institute of Industrial Engineers
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    • v.32 no.1
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    • pp.9-17
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    • 2006
  • This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event simulation. The developed algorithm uses the configuration algorithm that can change decision variables and the stopping algorithm that can end simulation in order to satisfy the given objective value during single run. It tries to estimate an auto-regressive model for evaluating correctly the objective function obtained by a small amount of output data. We apply the proposed algorithm to M/M/s model, (s, S) inventory model, and known-function problem. The proposed algorithm can't always guarantee the optimal solution but the method gives an approximate feasible solution in a relatively short time period. We, therefore, show the proposed algorithm can be used as an initial feasible solution of existing optimization methods that need multiple simulation run to search an optimal solution.

Vortex Tube Modeling Using the System Identification Method (시스템 식별 방법을 이용한 볼텍스 튜브 모델링)

  • Han, Jaeyoung;Jeong, Jiwoong;Yu, Sangseok;Im, Seokyeon
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.41 no.5
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    • pp.321-328
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    • 2017
  • In this study, vortex tube system model is developed to predict the temperature of the hot and the cold sides. The vortex tube model is developed based on the system identification method, and the model utilized in this work to design the vortex tube is ARX type (Auto-Regressive with eXtra inputs). The derived polynomial model is validated against experimental data to verify the overall model accuracy. It is also shown that the derived model passes the stability test. It is confirmed that the derived model closely mimics the physical behavior of the vortex tube from both the static and dynamic numerical experiments by changing the angles of the low-temperature side throttle valve, clearly showing temperature separation. These results imply that the system identification based modeling can be a promising approach for the prediction of complex physical systems, including the vortex tube.

Time Series Forecasting on Car Accidents in Korea Using Auto-Regressive Integrated Moving Average Model (자동 회귀 통합 이동 평균 모델 적용을 통한 한국의 자동차 사고에 대한 시계열 예측)

  • Shin, Hyunkyung
    • Journal of Convergence for Information Technology
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    • v.9 no.12
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    • pp.54-61
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    • 2019
  • Recently, IITS (intelligent integrated transportation system) has been important topic in Smart City related industry. As a main objective of IITS, prevention of traffic jam (due to car accidents) has been attempted with help of advanced sensor and communication technologies. Studies show that car accident has certain correlation with some factors including characteristics of location, weather, driver's behavior, and time of day. We concentrate our study on observing auto correlativity of car accidents in terms of time of day. In this paper, we performed the ARIMA tests including ADF (augmented Dickey-Fuller) to check the three factors determining auto-regressive, stationarity, and lag order. Summary on forecasting of hourly car crash counts is presented, we show that the traffic accident data obtained in Korea can be applied to ARIMA model and present a result that traffic accidents in Korea have property of being recurrent daily basis.

Precise temperature control by modern control method on the refrigerator and air conditioner (현대제어 이론을 이용한 냉동공조기의 정밀 온도제어)

  • 한정만;유휘룡;김상봉
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.1213-1216
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    • 1996
  • This paper describes a precise temperature control method for refrigerating and air conditioning systems. The control technique is based on the optimal servo control design method and the control algorithm is implemented on a personal computer. To control the precise temperature, two actuators such as an inverter for the compressor speed control and a stepping motor for regulating the expansion valve are used. The superheat and evaporator temperatures are chosen as the system output. So a multivariable system which has two inputs and two outputs to be controlled. The complicative model is identified by using an ARX(Auto Regressive eXogenous) model and the controller is designed by using the Matlab software.

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ARX Design Technique for Low Order Modeling of Backward-Facing-Step Flow Field (후향계단 유동장 저차 모델링을 위한 ARX 설계 기법)

  • Lee, Jin-Ik;Lee, Eun-Seok
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.40 no.10
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    • pp.840-845
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    • 2012
  • An ARX(Auto-Regressive eXogenous) modeling technique for vortex dynamics in the BFS(Backward Facing Step) flow field is proposed in this paper. In order for the modeling of the dynamics, the spatial and temporal modes are extracted through POD(Proper Orthogonal Decomposition) analysis. Determining the orders of the inputs and outputs for an ARX structure is carried out by the spectrum analysis and temporal mode analysis, respectively. The order of input delay terms is also determined by the flow velocity. Finally the coefficients of the ARX model are designed by using an artificial neural network.

The Auto Regressive Parameter Estimation and Pattern Classification of EKS Signals for Automatic Diagnosis (심전도 신호의 자동분석을 위한 자기회귀모델 변수추정과 패턴분류)

  • 이윤선;윤형로
    • Journal of Biomedical Engineering Research
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    • v.9 no.1
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    • pp.93-100
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    • 1988
  • The Auto Regressive Parameter Estimation and Pattern Classification of EKG Signal for Automatic Diagnosis. This paper presents the results from pattern discriminant analysis of an AR (auto regressive) model parameter group, which represents the HRV (heart rate variability) that is being considered as time series data. HRV data was extracted using the correct R-point of the EKG wave that was A/D converted from the I/O port both by hardware and software functions. Data number (N) and optimal (P), which were used for analysis, were determined by using Burg's maximum entropy method and Akaike's Information Criteria test. The representative values were extracted from the distribution of the results. In turn, these values were used as the index for determining the range o( pattern discriminant analysis. By carrying out pattern discriminant analysis, the performance of clustering was checked, creating the text pattern, where the clustering was optimum. The analysis results showed first that the HRV data were considered sufficient to ensure the stationarity of the data; next, that the patern discrimimant analysis was able to discriminate even though the optimal order of each syndrome was dissimilar.

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Testing the Auto-regressive Cross-lagged Effects Between Relative Extrinsic Value Orientation and Life-satisfaction (상대적 외적 가치 지향과 삶의 만족 간 자기회귀교차지연 효과 검증)

  • Koo, Jaisun
    • Science of Emotion and Sensibility
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    • v.22 no.4
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    • pp.85-96
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    • 2019
  • The relative extrinsic value orientation (REVO) means the relative importance to extrinsic values (e.g. wealth, fame and social approval) compared with intrinsic values (e.g. affiliation, self-acceptance and personal growth). This study aimed to investigate the causal relation between REVO and life-satisfaction using the auto-regressive cross-lagged modeling. For this purpose, 3rd, 5th, and 7th year data from the Korea Children and Youth Panel Survey (KCYPS) middle school 1st grade panel was analyzed (N = 2,259; 1,140 males and 1,119 females). The results are as follows; Firstly, positive auto-regressive effects of REVO and life-satisfaction were significant. Secondly, REVO was found to have negative and cross-lagged effect on life-satisfaction. However, cross-lagged effect from life-satisfaction to REVO was not significant. Finally, no gender difference was found in this relationship. These results suggest that low life satisfaction does not cause the relative extrinsic value orientation, but high relative extrinsic value orientation may cause low life satisfaction.

Feature Extraction based on Auto Regressive Modeling and an Premature Contraction Arrhythmia Classification using Support Vector Machine (Auto Regressive모델링 기반의 특징점 추출과 Support Vector Machine을 통한 조기수축 부정맥 분류)

  • Cho, Ik-sung;Kwon, Hyeog-soong;Kim, Joo-man;Kim, Seon-jong
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.23 no.2
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    • pp.117-126
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    • 2019
  • Legacy study for detecting arrhythmia have mostly used nonlinear method to increase classification accuracy. Most methods are complex to process and manipulate data and have difficulties in classifying various arrhythmias. Therefore it is necessary to classify various arrhythmia based on short-term data. In this study, we propose a feature extraction based on auto regressive modeling and an premature contraction arrhythmia classification method using SVM., For this purpose, the R-wave is detected in the ECG signal from which noise has been removed, QRS and RR interval segment is modelled. Also, we classified Normal, PVC, PAC through SVM in realtime by extracting four optimal segment length and AR order. The detection and classification rate of R wave and PVC is evaluated through MIT-BIH arrhythmia database. The performance results indicate the average of 99.77% in R wave detection and 99.23%, 97.28%, 96.62% in Normal, PVC, PAC classification.

Ammonia Flow Control for NOx Reduction in SCR(Selective Catalytic Reduction) System of Refuse Incineration Plant (소각로의 Nox제어용 SCR시스템의 암모니아 공급량 제어)

  • 김인규;여태경;김상봉
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1997.04a
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    • pp.30-34
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    • 1997
  • This paper Describe a modelling method for SCR(selective Catalytic reduction) system in refuse incineration plant. We consider the SCR system as a single input single output system. For modelling the SCR system, an auto regressive exogeneous(ARX) modelling method is used. In this case, we should design the white noise input for modelling and put it on the system as an input (.NH/sap2/.), and taken an outlet NOx as an output. From these two relations, we design the ARX model with 45 second delay time and transform to discrete system with 0.5 sampling time. Using the obtained SCR model, we simulate the SCR system to reduce the outlet NOx content by a conventional PID control method.

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